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ZKB Call Warrant auf
Moët Hennessy Louis Vuitton SE

ISIN: CH1268369829 Security: 126836982 Symbol: MC0J2Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.75%
Year to date (YTD) -84.62%
1 month -71.43%
3 months -88.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue834.15
Premium0.28%
Premium p.a.2.41%
Leverage27.10
Implied volatility0.32

Reference data

ISIN CH1268369829
Symbol MC0J2Z
Security 126836982
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying LVMH, FR0000121014
Underlying ISIN FR0000121014
Strike 1'000.00
C/P type call
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 12.06.2023

Key figures

Premium 27.74%
Premium p.a. 241.06%
Leverage 1'756.50
Implied volatility 31.92%
Moneyness out-of-the-money
Leverage 27.0960
Delta 0.0154
Gamma 0.0000
Theta -0.0005
Rho 0.0002
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 1'000.45
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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